Alexander - Go to The Great Glacier place, the place with all the landmarks that u have to use to reach the Mountain climber's house. Use your map to reach the Hotspring, once ur there touch the water. Then go to the large snowfield where you have to place the red markers in the snow. Now this is the tricky part, once u get here, u have to go to the right of the screen as far as u can go. What makes it tricky is the wind changes your direction constantly. So you have to use the markers to point u in the right direction. Once u reach the right most part of the screen, you'll go through some snowy areas and eventually reach a cave. Go into the cave and a purple person will be there, talk to him. He'll get pissed cuz u touched him with the same hand that touched the hotspring. You'll fight, once u beat him You'll get the Alexander materia.

*And be sure to steal Circlet from him, its a good accessory, Magic & Spirit +30*

Exp & Gil Materias - You get these at the Gold Saucer. You have to use GP to buy the from the wonder square girl.

Added Cut - Its in the Gelnika, the sunken ship. Use the Submarine to reach it. There's alot of other kickass stuff in the sunken ship too. Including Hades materia.